作者：LEGALL, JF
摘要：Let (xi(S)) be a continuous Markov process satisfying certain regularity assumptions. We introduce a path-valued strong Markov process associated with (xi(S)), which is closely related to the so-called superprocess with spatial motion (xi(S)). In particular, a subset H of the state space of (xi(S)) intersects the range of the superprocess if and only if the set of paths that hit H is not polar for the path-valued process. The latter property can be investigated using the tools of the potential...
作者：CHENG, R; POURAHMADI, M
作者单位：Northern Illinois University
摘要：We show that smoothness properties of a spectral density matrix and its optimal factor are closely related when the density satisfies the boundedness condition. This is crucial in proving multivariate generalizations of Baxter's inequality and obtaining rates of convergence of finite predictors. We rely on a technique of Lowdenslager and Rosenblum relating the optimal factor to the spectral density via Toeplitz operators.
